The observations for the validation were taken from 2015-01-29 to 2023-12-03.

Remember that we have on a daily scale the variables sfcWind, tas, pr, tasmax, tasmin and psl and in a monthly scale clt, rsdt,rsds as a predictors. We also have the month and the daily daylight amount in seconds as a predictors too.

Metric xgboost cnn naive lstm
mae 12.07 14.42 14.54 12.34
cor 0.84 0.77 0.76 0.82
ratio_of_sd 0.81 0.81 0.76 0.86
KGE 0.75 0.68 0.67 0.78
amplitude_mae_monthly 16.11 16.83 16.97 13.45
sign_correlation 0.75 0.72 0.70 0.75
extreme_correlation 0.53 0.44 0.52 0.58
qqplot_mae 4.80 5.40 7.48 3.78
acf_mae 0.02 0.04 0.05 0.02
extremogram_mae 0.02 0.03 0.02 0.02

Plots

Important: Right now we are only estimating the upper tail extremogram. Currently we didn’t find a way to estimate the two tales at the same time. We are using quant = .97